Výsledky vyhledávání - "VALKEILA, E."

Akademický článek

MARTINGALE MODELS OF STOCHASTIC APPROXIMATION AND THEIR CONVERGENCE.

Autor: Valkeila, E.¹ Esko.Valkei1a@Helsinki.Fi, Melnikov, A.V.² melnikov@mi.ras.ru

Publikováno v: Theory of Probability & Its Applications. 2000, Vol. 44 Issue 2, p333. 28p.

Erythrocyte sedimentation rate, white blood cell count and serum C-reactive protein in assessing etiologic diagnosis of acute lower respiratory infections in children

Autor: Nohynek H, Maija Leinonen, Valkeila E, Juhani Eskola

Publikováno v: The Pediatric Infectious Disease Journal. 14:484-489

The clinical signs, symptoms and host responses (erythrocyte sedimentation rate, white blood cell count and C-reactive protein) were studied to distinguish bacterial from viral acute lower respiratory infection (ALRI) in 121 children hospitalized for

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::336f93623a867a42e09eecec26f41a49
https://doi.org/10.1097/00006454-199506000-00004

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Robust replication under model uncertainty

Autor: Gapeev, Pavel V, Sottinen, T, Valkeila, E

Publikováno v: IndraStra Global.

We consider the robust hedging problem in which an investor wants to super-hedge an option in the framework of uncertainty in a model of a stock price process. More specifically, the investor knows that the stock price process is H-self-similar with

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=issn23813652::721856c25dcb66cb213e1154539c333f
https://igi.indrastra.com/items/show/306664

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Arbitrage with fractional brownian motion?

Autor: Bender, C., Sottinen, T., Valkeila, E.

In recent years fractional Brownian motion has been suggested to replace the classical Brownian motion as driving process in the modelling of many real world phenomena, including stock price modelling. In several papers seemingly contradictory result

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1456::7f88be5a557001b0250a5a442197e6fe
http://dspace.nbuv.gov.ua/handle/123456789/4474

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Information concepts for filtered experiments

Autor: Dzhaparidze, K., Spreij, P.J.C., Valkeila, E.

Publikováno v: Theory of Probability and Mathematical Statistics, 67, 38-56. American Mathematical Society

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::3ba943e6732c60c9971de476b6b99c01
https://dare.uva.nl/personal/pure/en/publications/information-concepts-for-filtered-experiments(f91cc033-55ca-4706-a04c-4bc8535d0a58).html

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On Hellinger processes for parametric families of experiments

Autor: Dzhaparidze, Kacha, Spreij, Peter, Valkeila, E.

Publikováno v: Spreij, P J C, Valkeila, E & Dzhaparidze, K 1996, On Hellinger Processes for Parametric Families of Experiments . Preprint 115, University of Helsinki, Helsinki .
Spreij, P J C, Valkeila, E & Dzhaparidze, K 1997, On Hellinger processes for parametric families of experiments . in Y M Kabanov, B L Rozovskii & A N Shiryaev (eds), Statistics and control of stochastic processes, the Liptser festschrift . World Scientific, Singapore, pp. 41-61 .

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::797a2d4882255349dd1a8e8cc2fa03bc
https://hdl.handle.net/1871.1/14ad8bae-9081-43fe-aacc-d5a649442b06

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On Hellinger processes for parametric families of experiments

Autor: Spreij, P.J.C., Valkeila, E., Dzhaparidze, K., Kabanov, Y.M., Rozovskii, B.L., Shiryaev, A.N.

Publikováno v: Statistics and control of stochastic processes, the Liptser festschrift, 41-61
STARTPAGE=41;ENDPAGE=61;TITLE=Statistics and control of stochastic processes, the Liptser festschrift

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::77cb3e9ef96ecffa5c41fcbd4cf9441e
https://research.vu.nl/en/publications/14ad8bae-9081-43fe-aacc-d5a649442b06

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